Aim This study aimed to determine the effect of application of superficial local heat and a home exercise program on pain and function levels to patients with bilateral knee osteoarthritis. Methods This study was conducted in Turkey between January 2014 and February 2015. The sample group of the study consisted of 62 patients with osteoarthritis; 15 assigned to heat application, 15 to exercise, 15 to exercise after heat application, and 17 for the control group. While the patients in the control group received routine treatment only, the patients in the intervention group were treated with heat application, exercise, or exercise after heat application, suggested for 5 days a week for 4 weeks in addition to routine treatment. Results In this study, all of the intervention groups had decreases in Visual Analogue Scale Pain and Western Ontario and McMaster Universities Osteoarthritis Index pain, stiffness, and function scores when compared with the control group. It was found that this decrease in Visual Analogue Scale Pain and Western Ontario and McMaster Universities Osteoarthritis Index scores was mostly in the exercise group, but this condition was not statistically significant. Conclusions As a result, it is recommended that nurses train patients with osteoarthritis on heat application and home exercises and encourage them to apply these practices.